机构参与股指期货期现套利面临的机遇与困境

Discussion in 'Futures' started by RSS Feed, Dec 7, 2007.

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    相关报告:股指期货定价研究—考虑借股卖空成本、交易成本和初始保证金情况下的股指期货定价模型,...时刻的股票组合(假定与跟踪股指期货的标的指数无误差)的价格,...套利资金是通过卖空股指期货买入股票组合进行正向套利,...
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    Fri, 07 Dec 2007 08:12:00